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numarray.linear_algebra.eigenvectors bug ?

Hi all,
I need eigen values and vectors for symmetric matrices (like VCV).
Solving with numarray and testing the results, I've got
strange results - input and output matrices of some sizes are
very different. That's an example of differencies:

Size MaxDif(E.Val) MaxDif(E.Vect)
2 0 1.110223e-016
3 1.776357e-015 2.053913e-015
10 1.221245e-015 7.255307e-014
11 3.552714e-015 0.8455322
12 1.526557e-016 1.345035e-013
13 8.881784e-016 0.7796273
14 2.775558e-016 0.7504375
15 2.331468e-015 2.045031e-013

This is for numarray 0.7 on W2K.
I hoped to have all the differencies below 1e-15 or so.
What's wrong ? Program text is below.

Eugene Druker
import numarray, numarray.linear_algebra

EigenVectors = numarray.linear_algebra.eigenvectors
Multiply = numarray.matrixmultiply
Zeros = numarray.zeros
Transpose = numarray.transpose

def makeCovMat(size):
covmat = Zeros((size,size),'f8')
d,t = 0.9,0.8
for i in xrange(size):
v = covmat[i,i] = d
for j in xrange(i+1,size):
v *= t
covmat[i,j] = covmat[j,i] = v
return covmat

print 'Size MaxDif(E.Val) MaxDif(E.Vect)'
for size in [2,3]+range(10,24):
covmat = makeCovMat(size)
eval,evec = EigenVectors(covmat)
# Test S = V L V'
mdiag = Zeros((size,size),'f8') # L
for j in xrange(size):
mdiag[j,j] = eval[j]
testmat = Multiply(Transpose(evec),Multiply(mdiag,evec))
ival,ivec = EigenVectors(testmat)
print ' %3d %-14.7g %-14.7g' % \
(size, (eval-ival).max(), (evec-ivec).max())
Jul 18 '05 #1
1 2796
eu***********@yahoo.com (Eugene Druker) writes:
I need eigen values and vectors for symmetric matrices (like VCV).
Solving with numarray and testing the results, I've got
strange results - input and output matrices of some sizes are


You'll probably be much better off posting this to whichever mailing
list the numarray people use. Google for it. HTH
Jul 18 '05 #2

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